Literature:
https://www.bis.org/publ/work1045.htm
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3563271
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3709572
https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2631~00a6e0368c.en.pdf
Credit Risk Sensitivity to Carbon Price by Vincent Bouchet, Théo Le Guenedal :: SSRN
https://www.msci.com/documents/10199/9b3495be-97d6-f9b6-3546-5125e0a6aa80